Rich,
First, you need to get the piping to "like" the shape of the grille. Snipping at the flange where it must go round the sharp corners helps. So does forming the piping with the judicious use of a heat gun or boiling water. Once the stuff is more compliant, use tape to hold it to either the body or the grille. I've use both with about equal results. There is NO way to make this foolproof, and unless you have a near perfect fit of the grille to the bodyshell, you can expect the piping to try to retreat into the gaps as time and the Sun do their magic. Life is hard.
Motorbill
From Lola to Land Rover, If it's British and has wheels, it's likely I've bloodied me knuckles thereupon